Fractional Fokker-Planck Equation†
AbstractWe shall discuss the numerical solution of the Cauchy problem for the fully fractional Fokker-Planck (fFP) equation in connection with Sinc convolution methods. The numerical approximation is based on Caputo and Riesz-Feller fractional derivatives. The use of the transfer function in Laplace and Fourier spaces in connection with Sinc convolutions allow to find exponentially converging computing schemes. Examples using different initial conditions demonstrate the effective computations with a small number of grid points on an infinite spatial domain. View Full-Text
Share & Cite This Article
Baumann, G.; Stenger, F. Fractional Fokker-Planck Equation. Mathematics 2017, 5, 12.
Baumann G, Stenger F. Fractional Fokker-Planck Equation. Mathematics. 2017; 5(1):12.Chicago/Turabian Style
Baumann, Gerd; Stenger, Frank. 2017. "Fractional Fokker-Planck Equation." Mathematics 5, no. 1: 12.
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.